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Applies to: 
SQL Server
Azure SQL Managed Instance
This article describes how to start traces automatically after connecting to an instance of SQL Server by using SQL Server Profiler.
Start a trace automatically after connecting to a server with SQL Server Profiler
On the Tools menu, select Options.
Select the Start tracing immediately after making a connection check box.
If Start tracing immediately after making connection is selected, the Trace Properties dialog box fails to appear and the trace begins instead. To edit trace properties, you must first turn this setting off.